Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.347616 0.380079 0.415619 0.457676 0.506421 0.561558 0.629247
2025-07-27 0.306950 0.348513 0.396744 0.457635 0.533619 0.626949 0.752960
2025-08-03 0.280814 0.327916 0.385043 0.460933 0.561548 0.694205 0.889527
2025-08-10 0.253469 0.301864 0.362427 0.445933 0.561818 0.723336 0.978745
2025-08-17 0.230629 0.278836 0.340645 0.428414 0.554812 0.739359 1.049911
2025-08-24 0.217631 0.267094 0.332076 0.427167 0.569517 0.788006 1.182206
2025-08-31 0.211554 0.263745 0.334100 0.440446 0.606602 0.876600 1.406034
2025-09-07 0.202345 0.255308 0.328133 0.441048 0.623630 0.934659 1.590235
2025-09-14 0.193364 0.246484 0.320779 0.438552 0.634888 0.984066 1.772428
2025-09-21 0.185291 0.238371 0.313758 0.435711 0.644868 1.032453 1.969433
2025-09-28 0.176065 0.228053 0.302745 0.425438 0.640500 1.052082 2.103998
2025-10-05 0.172502 0.225691 0.303417 0.434052 0.670742 1.147013 2.479446
2025-10-12 0.168253 0.222248 0.302450 0.440285 0.698359 1.244984 2.931283
2025-10-19 0.162386 0.216067 0.296803 0.437977 0.709239 1.308176 3.316961
2025-10-26 0.157949 0.211795 0.293867 0.440078 0.729112 1.397832 3.874798
2025-11-02 0.150397 0.202416 0.282214 0.425665 0.713220 1.394275 4.051609
2025-11-09 0.142925 0.192875 0.269853 0.409145 0.691222 1.370977 4.130193
2025-11-16 0.139015 0.188682 0.265996 0.407909 0.701808 1.438013 4.714020
2025-11-23 0.137982 0.188897 0.269352 0.420264 0.743779 1.605513 6.091489
2025-11-30 0.134816 0.185596 0.266628 0.420812 0.759087 1.699253 7.205141
2025-12-07 0.131331 0.181642 0.262589 0.418479 0.767341 1.773659 8.353607
2025-12-14 0.127993 0.177797 0.258544 0.415827 0.774512 1.847286 9.713650
2025-12-21 0.123675 0.172220 0.251268 0.406241 0.763502 1.854800 10.442351